87 Years of Capital Markets Returns in 3 Exhibits
Jan 24, 2013 (Updated on Dec 17, 2013)
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By Ronald J. Surz
Wondering what the Sharpe ratio is for the past 87 years of equity returns? Or the 10-year standard deviation ending 2012? Or how the real rate of return of 2012 corporate bonds compared with the last five years? Check out this table and two graphs to see the history of risk and returns for various time periods over the past 87 years.